Ing. Lenka Smažáková, PhD.

Faculty: Faculty of Economic Informatics

Department: Department of Mathematics and Actuarial Science

Position: assistant professor

Current and previous employment

Financial intermediary
Fincentrum a.s.
2010-2020

Financial intermediary
Swiss Life Select Slovensko a.s.
2020-

Assistant professor
Katedra matematiky a aktuárstva, Fakulta hospodárskej informatiky, Ekonomická univerzita v Bratislave / Department of Mathematics and Actuarial Science,Faculty of Economic Informatics, University of Economics in Bratislava
2021-

Development of pedagogical, professional, language, digital and other skills

KPMG international case competition
KPMG
2014

Number of defended theses

Bakalárske (prvý stupeň): 4

Overview of the research/artistic/other outputs

Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases: 1

The most significant research/artistic/other outputs

PINDA, Ľudovít - PÁLEŠ, Michal - SMAŽÁKOVÁ, Lenka - MIŠOTA, Branislav. Proposal for Securitization of Systemic Risk in Slovak Agriculture. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Institute of Economic Research : Institution for Forecasting SAV, 2021. ISSN 0013-3035, 2021, vol. 69, no. 4, pp. 359-378 online. VEGA 1/0166/20, VEGA 1/0120/18.

PÁLEŠ, Michal - SMAŽÁKOVÁ, Lenka - ZELINOVÁ, Silvia - KRÁTKA, Zuzana - STREŽO, Marek. Aktuárstvo. Reviewed: Hana Drake, Jana Mihalechová. 1. edition. Bratislava : Letra Edu, 2021. [336 pp.] [17,3 AH]. VEGA 1/0647/19, VEGA 1/0166/20, VEGA 1/0487/21. ISBN 978-80-89962-76-1.

PINDA, Ľudovít - MUCHA, Vladimír - Smažáková, Lenka. Riadenie rizík využitím teórie extrémnych hodnôt a alternatívny transfer rizika. 1. edition. - Brno : H.R.G., 2022. - 178 pp. [8,45 AH] [8,45 AH]. - VEGA 1/0166/20, VEGA 1/0431/22. - ISBN 978-80-7490-251-2

SMAŽÁKOVÁ, Lenka. Stochastic Modeling of Mortality Development. In EDAMBA 2020. International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. EDAMBA 2020 : International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. - Bratislava : Publisher EKONÓM, 2020. ISBN 978-80-225-4794-9, pp. 606-619 online. I-20-107-00.

SMAŽÁKOVÁ, Lenka - PINDA, Ľudovít. Securitization of Longevity Risk in Slovakia. In Managing and Modelling of Financial Risks. International Scientific Conference. Managing and Modelling of Financial Risks : International Scientific Conference. - Ostrava : Technical University of Ostrava, 2020. ISBN 978-80-248-4481-7. ISSN 2464-6970, pp. 194-203 online.


The most significant research/artistic/other outputs over the last six years

PINDA, Ľudovít - PÁLEŠ, Michal - SMAŽÁKOVÁ, Lenka - MIŠOTA, Branislav. Proposal for Securitization of Systemic Risk in Slovak Agriculture. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Institute of Economic Research SAV : Institution for Forecasting SAV, 2021. ISSN 0013-3035, 2021, vol. 69, no. 4, pp. 359-378 online. VEGA 1/0166/20, VEGA 1/0120/18.

PÁLEŠ, Michal - SMAŽÁKOVÁ, Lenka - ZELINOVÁ, Silvia - KRÁTKA, Zuzana - STREŽO, Marek. Aktuárstvo. Recenzovali: Hana Drake, Jana Mihalechová. 1. vydanie. Bratislava : Letra Edu, 2021. [336 s.] [17,3 AH]. VEGA 1/0647/19, VEGA 1/0166/20, VEGA 1/0487/21. ISBN 978-80-89962-76-1.

PINDA, Ľudovít - MUCHA, Vladimír - Smažáková, Lenka. Riadenie rizík využitím teórie extrémnych hodnôt a alternatívny transfer rizika. 1. vydání. - Brno : H.R.G., 2022. - 178 s. [8,45 AH] [8,45 AH]. - VEGA 1/0166/20, VEGA 1/0431/22. - ISBN 978-80-7490-251-2

SMAŽÁKOVÁ, Lenka. Stochastic Modeling of Mortality Development. In EDAMBA 2020. International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. EDAMBA 2020 : International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. - Bratislava : Vydavateľstvo EKONÓM, 2020. ISBN 978-80-225-4794-9, pp. 606-619 online. I-20-107-00.

SMAŽÁKOVÁ, Lenka - PINDA, Ľudovít. Securitization of Longevity Risk in Slovakia. In Managing and Modelling of Financial Risks. International Scientific Conference. Managing and Modelling of Financial Risks : International Scientific Conference. - Ostrava : Technical University of Ostrava, 2020. ISBN 978-80-248-4481-7. ISSN 2464-6970, pp. 194-203 online.


The most significant citations corresponding to the research/artistic/other outputs

VEGA 1/0221/17. Investment modeling in the environment of catastrophic insurance risk.

VEGA 1/0120/18. Modern risk management tools in internal models of insurance companies in the context of the Solvency II Directive

VEGA 1/0166/20. Determination of the capital requirement to cover selected catastrophic risks in life and non-life insurance.

VEGA1/0096/23 Selected methods of risk management in the implementation of partial internal models for determining the solvency capital requirement.

Participation in conducting (leading) the most important research projects or art projects over the last six years

VEGA 1/0221/17. Investment modeling in the environment of catastrophic insurance risk.

VEGA 1/0120/18. Modern risk management tools in internal models of insurance companies in the context of the Solvency II Directive

VEGA 1/0166/20. Determination of the capital requirement to cover selected catastrophic risks in life and non-life insurance.

VEGA1/0096/23 Selected methods of risk management in the implementation of partial internal models for determining the solvency capital requirement.